On the solution existence of implicit quasivariational inequalities with discontinuous multifunctions

In this article, we established some solution existence theorems for implicit quasivariational inequalities. We first established some results in finite-dimensional spaces and then a solution existence result in infinite-dimensional spaces was derived. Our theorems are proved for discontinuous mappings and sets which may be unbounded. The results presented in this article are improvements of results in Cubiotti, and Yao (Cubiotti, P. and Yao, J.C., 1997, Discontinuous implicit quasi-variational inequalities with applications to fuzzy mappings. Mathematical Methods of Operations Research, 46, 213–328; Cubiotti, P. and Yao, J.C., 2007, Discontinuous implicit generalized quasi-variational inequalities in Banach spaces. Journal of Global Optimization (To appear))     

The <Emphasis Type="Italic">p</Emphasis>-step iterative algorithm for a system of generalized mixed quasi-variational inclusions with (<Emphasis Type="Italic">H</Emphasis>,η)-monotone operators

In this paper, we introduce and study a new system of generalized mixed quasi-variational inclusions with (H,η)-monotone operators which contains variational inequalities, variational inclusions, systems of variational inequalities and systems of variational inclusions in the literature as special cases. By using the resolvent technique for the (H,η)-monotone operators, we prove the existence of solutions and the convergence of some new p-step iterative algorithms for this system of generalized mixed quasi-variational inclusions and its special cases. The results in this paper unifies, extends and improves some known results in the literature.     

Random Completely Generalized Set-Valued Implicit Quasi-Variational Inequalities

The purpose of this paper is to introduce a class of new random completely generalized set-valued implicit quasi-variational inequalities, to construct new random iterative algorithms, and to give some existence theorems of random solutions for this class of random completely generalized set-valued implicit quasi-variational inequalities. We also prove the convergence of random iterative sequences generated by the algorithms. Our results extend and improve the earlier and recent results.     

Inverse problems for multi-valued quasi variational inequalities and noncoercive variational inequalities with noisy data

ABSTRACT

We study the inverse problem of identifying a variable parameter in variational and quasi-variational inequalities. We consider a quasi-variational inequality involving a multi-valued monotone map and give a new existence result. We then formulate the inverse problem as an optimization problem and prove its solvability. We also conduct a thorough study of the inverse problem of parameter identification in noncoercive variational inequalities which appear commonly in applied models. We study the inverse problem by posing optimization problems using the output least-squares and the modified output least-squares. Using regularization, penalization, and smoothing, we obtain a single-valued parameter-to-selection map and study its differentiability. We consider optimization problems using the output least-squares and the modified output least-squares for the regularized, penalized and smoothened variational inequality. We give existence results, convergence analysis, and optimality conditions. We provide applications and numerical examples to justify the proposed framework.     

Self-adaptive methods for mixed quasi-variational inequalities

It is well known that the variational inequalities involving the nonlinear term φ are equivalent to the fixed-point problems and the resolvent equations. In this paper, we use these alternative equivalent formulations to suggest and analyze some new self-adaptive iterative methods for solving mixed quasi-variational inequalities. Our results can be viewed as significant extensions of the previously known results for mixed quasi-variational inequalities. An example is given to illustrate the efficiency of the proposed method.     

L-asymptotic behavior for a finite element approximation in parabolic quasi-variational inequalities related to impulse control problem

In this paper, the parabolic quasi-variational inequalities are transformed into a noncoercive elliptic quasi-variational inequalities. A new iterative discrete algorithm is proposed to show the existence and uniqueness, and a simple proof to asymptotic behavior in uniform norm is also given using the theta time scheme combined with a finite element spatial approximation. The proposed approach stands on a discrete L^∞-stability property with respect to the right-hand side and obstacle defined as an impulse control problem.     

Set-valued mixed quasi-variational inequalities and implicit resolvent equations

In this paper, we introduce and study a new class of variational inequalities, which is called the set-valued mixed quasi-variational inequality. The resolvent operator technique is used to establish the equivalence among generalized set-valued mixed quasi-variational inequalities, fixed-point problems and the set-valued implicit resolvent equations. This equivalence is used to study the existence of a solution of set-valued variational inequalities and to suggest a number of iterative algorithms for solving variational inequalities and related optimization problems. The results proved in this paper represent a significant refinement and improvement of the previously known results in this area.     

Iterative methods for solving general quasi-variational inequalities

In this paper, we introduce a new class of variational inequalities, which is called the general quasi-variational inequality. We establish the equivalence among the general quasi variational inequality and implicit fixed point problems and the Wiener–Hopf equations. We use this equivalent formulation to discuss the existence of a solution of the general quasi-variational inequality. This equivalent formulation is used to suggest and analyze some iterative algorithms for solving the general quasi-variational inequality. We also discuss the convergence analysis of these iterative methods. Several special cases are also discussed.     

Duality for implicit variational problems and numerical applications

The present paper deals with a dual characterization of the solutions of implicit variational problems. Some general results relating the solutions of the dual problem with those of the primal one are applied to variational and quasi-variational inequalities, Nash equilibria, saddle points and fixed points.

Finally a dual method for the numerical solutions of some quasi-variational inequalities is developed.     

Merit functions for general mixed quasi-variational inequalities

In this paper, we present some merit functions for general mixed quasi-variational inequalities, and we obtain the equivalent optimization problems to general mixed quasi-variational inequalities. Since the general mixed quasi-variational inequalities include general variational inequalities, quasi-variational inequalities and nonlinear (implicit) complementarity problems as special cases, our results continue to hold for these problems. In this respect, results obtained in this paper represent an extension of previously known results.     

广义混合似变分不等式组的两步迭代算法

对H ilbert空间中一类广义混合似变分不等式组进行了研究;利用次微分算子的预解式技术,建立了广义混合似变分不等式组与不动点问题之间的等价关系;给出了一个求解这种广义混合似变分不等式组的显式两步迭代算法;并证明了该算法在适当的条件下收敛.     

Sensitivity analysis for parametric generalized implicit quasi-variational-like inclusions involving P-η-accretive mappings

In this paper, using proximal-point mapping technique of P-η-accretive mapping and the property of the fixed-point set of set-valued contractive mappings, we study the behavior and sensitivity analysis of the solution set of a parametric generalized implicit quasi-variational-like inclusion involving P-η-accretive mapping in real uniformly smooth Banach space. Further, under suitable conditions, we discuss the Lipschitz continuity of the solution set with respect to the parameter. The technique and results presented in this paper can be viewed as extension of the techniques and corresponding results given in [R.P. Agarwal, Y.-J. Cho, N.-J. Huang, Sensitivity analysis for strongly nonlinear quasi-variational inclusions, Appl. Math. Lett. 13 (2002) 19-24; S. Dafermos, Sensitivity analysis in variational inequalities, Math. Oper. Res. 13 (1988) 421-434; X.-P. Ding, Sensitivity analysis for generalized nonlinear implicit quasi-variational inclusions, Appl. Math. Lett. 17 (2) (2004) 225-235; X.-P. Ding, Parametric completely generalized mixed implicit quasi-variational inclusions involving h-maximal monotone mappings, J. Comput. Appl. Math. 182 (2) (2005) 252-269; X.-P. Ding, C.L. Luo, On parametric generalized quasi-variational inequalities, J. Optim. Theory Appl. 100 (1999) 195-205; Z. Liu, L. Debnath, S.M. Kang, J.S. Ume, Sensitivity analysis for parametric completely generalized nonlinear implicit quasi-variational inclusions, J. Math. Anal. Appl. 277 (1) (2003) 142-154; R.N. Mukherjee, H.L. Verma, Sensitivity analysis of generalized variational inequalities, J. Math. Anal. Appl. 167 (1992) 299-304; M.A. Noor, Sensitivity analysis framework for general quasi-variational inclusions, Comput. Math. Appl. 44 (2002) 1175-1181; M.A. Noor, Sensitivity analysis for quasivariational inclusions, J. Math. Anal. Appl. 236 (1999) 290-299; J.Y. Park, J.U. Jeong, Parametric generalized mixed variational inequalities, Appl. Math. Lett. 17 (2004) 43-48].     

Differential quasi-variational inequalities in finite dimensional spaces

In this paper, we introduce and study a new class of differential quasi-variational inequalities in finite dimensional Euclidean spaces. First, we prove existence theorems for Carathéodory weak solutions of the differential quasi-variational inequalities under various conditions. Furthermore, we establish a convergence result on Euler time-dependent procedure for solving the initial-value differential set-valued variational inequalities.     

广义隐向量拟变分不等式解的存在性

本文研究一类广义隐式向量拟变分不等式问题,利用Fan-Kakutani不动点定理证明其解存在,推广了相关的文献中的结论.     

An open loop equilibrium strategy for quasi-variational inequalities and for constrained non-cooperative games

The existence of an open loop equilibrium strategy for time-dependent parabolic quasi-variational inequalities is established. Applications to the Nash open loop equilibrium strategy for an economy with N-consumers and K-producers as well as applications to parabolic quasi-variational inequalities are given     

一般混合似变分不等式的隐式迭代算法

对一般混合似变分不等式的若干隐式迭代算法进行了研究;利用一般混合似变分不等式与不动点问题和预解方程的等价关系,采用分裂技巧和自适应迭代技巧结合,提出了一个求解一般混合似变分不等式的新的隐式迭代算法;并证明了该算法在算子T是g-单调连续的条件下收敛．     

一般多值混合隐拟变分不等式的解的存在性与算法

引入了实Hilbert空间中一类新的一般多值混合隐拟变分不等式.它概括了丁协平教授引入与研究过的熟知的广义混合隐拟变分不等式类成特例.运用辅助变分原理技巧来解这类一般多值混合隐拟变分不等式.首先,定义了具真凸下半连续的二元泛函的新的辅助变分不等式,并选取了一适当的泛函,使得其唯一的最小值点等价于此辅助变分不等式的解.其次,利用此辅助变分不等式,构造了用于计算一般多值混合隐拟变分不等式逼近解的新的迭代算法.在此,等价性保证了算法能够生成一列逼近解.最后,证明了一般多值混合隐拟变分不等式解的存在性与逼近解的收敛性.而且,给算法提供了新的收敛判据.因此,结果对M.A.Noor提出的公开问题给出了一个肯定答案,并推广和改进了关于各种变分不等式与补问题的早期与最近的结果,包括最近文献中涉及单值与集值映象的有关混合变分不等式、混合拟变不等式与拟补问题的相应结果.     

Quasi-variational inequalities with non-compact sets

In this paper, we first generalize a foundational quasi-variational inequality (Theorem 3) which plays a key role throughout this paper by relaxing the compactness condition. Then we set up general forms of (generalized) quasi-variational inequalities and obtain a series of existence theorems without the compactness assumption. Also, since many other quasi-variational inequalities in the literature are special cases of ours, they can be generalized by our results.     

Regularization of quasi-variational inequalities

An ill-posed quasi-variational inequality with contaminated data can be stabilized by employing the elliptic regularization. Under suitable conditions, a sequence of bounded regularized solutions converges strongly to a solution of the original quasi-variational inequality. Moreover, the conditions that ensure the boundedness of regularized solutions, become sufficient solvability conditions. It turns out that the regularization theory is quite strong for quasi-variational inequalities with set-valued monotone maps but restrictive for generalized pseudo-monotone maps. The results are quite general and are applicable to ill-posed variational inequalities, hemi-variational inequalities, inverse problems, and split feasibility problem, among others.     

On first-order quasi-variational inequalities with integral terms

This paper deals with first-order quasi-variational inequalities with integral terms associated with impulsive and switching control of piecewise-deterministic processes. Two formulations of quasi-variational inequalities are studied, characteristic and viscosity, and the relations between them are discussed. As a tool we apply convex analysis methods.